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Publications in Probability

Robust Online Signal Extraction From Multivariate Time Series

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

The Calculation of Some Limiting Distributions Arising in Near-Integrated Models With GLS Detrending

Journal of Time Series Analysis

Applied Mathematics

English

Sensitivity of Risk Measures With Respect to the Normal Approximation of Total Claim Distributions

Insurance: Mathematics and Economics

English

Full Bayesian Analysis of Claims Reserving Uncertainty

Insurance: Mathematics and Economics

English

Time-Varying Transition Probabilities for Markov Regime Switching Models

Journal of Time Series Analysis

Applied Mathematics

English

On LM-type Tests for Seasonal Unit Roots in the Presence of a Break in Trend

Journal of Time Series Analysis

Applied Mathematics

English

Unified Computational Methods for Regression Analysis of Zero-Inflated and Bound-Inflated Data

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Analyzing Survival Curves at a Fixed Point in Time for Paired and Clustered Right-Censored Data

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Modelling Long-Run Trends and Cycles in Financial Time Series Data

Journal of Time Series Analysis

Applied Mathematics

English

Comparing Conditional Survival Functions With Missing Population Marks in a Competing Risks Model

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English